# Tagged Questions

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vote

**0**answers

43 views

### Is there an efficient algorithm for sampling from the negative hypergeometric distribution? [closed]

I'm writing a small statistics library currently. One of the algorithms I'm implementing has two variants: one that samples the hypergeometric distribution and one that samples the negative ...

**3**

votes

**1**answer

163 views

### An efficient method to find the MLE of the combination of two point processes

I have a point process defined in two parts as follows. Consider first the main process which we call $A$ which is homogeneous Poisson process with conditional intensity
$$\lambda(t) = \mu$$
For ...

**1**

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**0**answers

19 views

### Minimal rectangular confidence regions

For a given multivariate pdf $f$ (mainly the gaussian one) I'm looking to compute a minimal rectangular confidence region for a given level $\alpha$. For example, I would like to solve problems of the ...

**2**

votes

**2**answers

89 views

### Sampling from maximally skewed stable distribution

I am reading a paper which refers to a maximally skewed stable distribution $F(x;1,-1,\pi/2,0)$ . Is there an efficient way to sample from this distribution?
If $X$ has distribution ...

**2**

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**0**answers

58 views

### Smallest distribution of points with genuinely different clusterings

An hierarchical clustering algorithm for (finite) sets of points in a given metric space is essentially determined by its linkage criterion, which defines the distance between arbitrary (finite) sets ...

**3**

votes

**1**answer

172 views

### How to perform Importance Sampling with Prior Information

Let us define a random variable $X$ with density function $p(x)$. We wish to calculate $\mathbb{E}[f(X)] = \int f(x)p(x)dx$. We can compute the expectation by Monte Carlo simulations as
...

**0**

votes

**1**answer

103 views

### What is the Bahadur-Anderson Algorithm?

What is the Bahadur-Anderson Algorithm, and which book could one read to learn it?

**0**

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**2**answers

262 views

### Creating composite rank [closed]

Problem: Suppose that $K$ different students are ranked based on $N$ different parameters (such as Physics marks, English marks, Biology marks, IQ etc). The rank under each parameter can be repetitive ...

**0**

votes

**2**answers

376 views

### Is there a method to find (fit) a function with four (4) independent variables?

I have a system with 4 sensors (say $s_1..s_4$) which I want to combine into a single signal.
I have logged the 4 outputs as well as a "control" sensor ($s_c$) which has the desired ouput signal. ...

**6**

votes

**2**answers

346 views

### finding the $n$ closest pairs between $2n$ points

Given $2n$ points $x_1, x_2 \ldots x_{2n}$ and a distance $d_{i,j}$ defined between them, how can I best find the set $P$ of mutually exclusive pairs $(i,j)$ such that the sum of their distances
$$
...

**1**

vote

**3**answers

772 views

### Concrete examples concerning standard deviations and mean absolute deviations

Once again stackexchange is not responding to one of my questions (so far no comments, no answers, two up-votes). Hence this "crossposting":
Is there a simple (or not simple?) algorithm that will ...

**4**

votes

**2**answers

3k views

### Numerically most robust way to compute sum of products (standard deviation) in floating-point?

I stumbled across a paper by Welford (1962), where he proclaims a method that should compute the standard deviation numerically more robust than the naive algorithms ...

**4**

votes

**3**answers

355 views

### Probability estimates for “beans & boxes”

From a discussion with some friends, this apparently easy problem has come out; I decided to post it here, because I believe that the answer is non-trivial and the maths beneath interesting. Partial ...

**3**

votes

**4**answers

777 views

### Question about this ratio in Metropolis-Hastings MCMC algorithm

I have a stupid question about the Metropolis-Hastings sampling algorithm.
If I got this right, for every variable $X$ in turn, which currently has value $x_{old}$, you generate a new sample ...

**1**

vote

**2**answers

161 views

### Finding a representative of a branch in hierarchical clustering

I have constructed a hierarchical clustering of data using some proximity function. Now I would like to calculate a representative value of any given node of this clustering, such that it reflects the ...